+105.8%
V vs RCAT
+57.4%
+48.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.3% | +7.0% | -1.0% |
| 7D | -0.4% | +15.6% | -15.9% | -0.8% |
| 30D | +6.3% | -24.1% | +30.4% | +6.9% |
| 3M | +17.2% | -61.9% | +79.0% | +19.7% |
| 6M | +29.2% | -64.3% | +93.6% | +31.7% |
| YTD | +20.8% | -50.4% | +71.2% | +20.8% |
| 1Y | +25.0% | -54.0% | +79.0% | +25.0% |
| 3Y | +75.3% | +347.2% | -271.9% | +54.5% |
| 5Y | +105.8% | +45.7% | +60.1% | +92.8% |
| All | +105.8% | +57.4% | +48.4% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling